Filtering algorithms for a class of 2-D singular systems with multiplicative noise

MaRDI QIDQ5498396zbMATH OpenFDO

Authors Dongsheng Chu, Wen-Jing Chang, Ling Zhang

Publication date 11 February 2015

zbMATH Keywords

2-D systemmultiplicative noiseoptimal state filterRoesser modelsingular system

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Filtering in stochastic control theory (93E11)

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• Numerical computation of the cross-covariance sequences of two-dimensional filters and systems
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